This paper deals with the comparison of tail probabilities for sums of independent bounded random variables and those fbr sums of Bernoulli random variables. As a consequence, we obtain a new sufficient criterion for the strong law of large numbers for a certain class of sequences of independent ran
On the discount sum of Bernoulli random variables
β Scribed by Ka-Sing Lau; Alan Ho
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 643 KB
- Volume
- 63
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
β¦ Synopsis
Let {~,,},~1 be i.i.d. Bernoulli randoln variables. For Β½</,<1, let X ~.~i~1//',;, bc ,he discount sum and let Β’l/, be the distribution measure. It is known that if p ~ is a P.V. nmnber.
then I~:, is continuously singular. In this paper we use a Markov chain technique to obtain !he precise L:-dimension of such measures. In particular for O {,/'5 -1)/'2, we use a device of Strichartz et al. and the renewal equation to derive a formula for the L:'-dimension and :he entropy dimension of the corresponding /~/,. @ 1997 Elsevier Science B.V.
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